+211.3%
GDX vs RCL
+266.4%
-55.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +13.6% | +6.5% | +7.1% | +12.6% |
| 30D | +2.5% | +15.9% | -13.4% | +0.3% |
| 3M | +4.4% | +2.7% | +1.7% | +3.8% |
| 6M | -5.2% | +15.2% | -20.5% | -7.5% |
| YTD | +2.1% | +19.2% | -17.1% | -1.0% |
| 1Y | +24.7% | +31.6% | -6.9% | +19.8% |
| 3Y | +211.3% | +274.2% | -62.9% | +153.5% |
| All | +211.3% | +266.4% | -55.1% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling